IESU.L vs. XDEV.L
IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IESU.L tracks the iShares S&P 500 Energy Sector UCITS ETF USD (Acc) while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IESU.L returned 8.35%/yr vs 11.93%/yr for XDEV.L. A 0.52 correlation means they provide meaningful diversification when combined. IESU.L charges 0.15%/yr vs 0.25%/yr for XDEV.L.
Performance
IESU.L vs. XDEV.L - Performance Comparison
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Returns By Period
In the year-to-date period, IESU.L achieves a 25.22% return, which is significantly lower than XDEV.L's 29.58% return. Over the past 10 years, IESU.L has underperformed XDEV.L with an annualized return of 8.35%, while XDEV.L has yielded a comparatively higher 11.93% annualized return.
IESU.L
- 1D
- 0.70%
- 1M
- 1.19%
- 6M
- 16.95%
- YTD
- 25.22%
- 1Y
- 30.64%
- 3Y*
- 13.17%
- 5Y*
- 22.17%
- 10Y*
- 8.35%
XDEV.L
- 1D
- -2.22%
- 1M
- -4.46%
- 6M
- 25.56%
- YTD
- 29.58%
- 1Y
- 56.03%
- 3Y*
- 25.49%
- 5Y*
- 17.13%
- 10Y*
- 11.93%
IESU.L vs. XDEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 25.22% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | -35.62% | 5.37% | -13.39% | -10.01% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 29.58% | 30.51% | 6.79% | 13.25% | 1.01% | 21.67% | -6.88% | 14.56% | -9.23% | 11.91% |
Correlation
The correlation between IESU.L and XDEV.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.52 |
The correlation between IESU.L and XDEV.L shifts across timeframes, from -0.05 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IESU.L vs. XDEV.L — Risk / Return Rank
IESU.L
XDEV.L
IESU.L vs. XDEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IESU.L | XDEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.68 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 8.06 | -6.15 |
| Martin ratioReturn relative to average drawdown | 4.65 | 26.50 | -21.85 |
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Drawdowns
IESU.L vs. XDEV.L - Drawdown Comparison
The maximum IESU.L drawdown since its inception was -63.88%, which is greater than XDEV.L's maximum drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for IESU.L and XDEV.L.
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Drawdown Indicators
| IESU.L | XDEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.88% | -45.89% | -17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.34% | -6.92% | -10.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.36% | -19.90% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -19.90% | -6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -62.16% | -35.20% | -26.96% |
Current DrawdownCurrent decline from peak | -13.00% | -5.91% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -20.51% | -15.27% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 2.11% | +5.03% |
Volatility
IESU.L vs. XDEV.L - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a higher volatility of 7.43% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) at 6.07%. This indicates that IESU.L's price experiences larger fluctuations and is considered to be riskier than XDEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESU.L | XDEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 6.07% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 21.63% | 13.08% | +8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.53% | 15.01% | +9.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.07% | 19.12% | +9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.15% | 21.02% | +8.13% |
IESU.L vs. XDEV.L - Expense Ratio Comparison
IESU.L has a 0.15% expense ratio, which is lower than XDEV.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IESU.L vs. XDEV.L - Dividend Comparison
Neither IESU.L nor XDEV.L has paid dividends to shareholders.
Frequently Asked Questions
IESU.L and XDEV.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESU.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XDEV.L.
IESU.L tracks iShares S&P 500 Energy Sector UCITS ETF USD (Acc), while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.15% for IESU.L and 0.25% for XDEV.L.
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